Skip to content

Changelog

[1.0.0] — 2026-04-21

Added

  • Initial release of PyCupFM
  • All 5 estimators: LSDV, Bai FM, CupFM, CupFM-bar, CupBC
  • Bai & Ng (2002) information criterion for automatic factor selection
  • Three kernel functions: Bartlett, Parzen, Quadratic Spectral
  • Automatic bandwidth selection (Newey-West, Andrews)
  • 9 publication-quality plot types
  • Export to LaTeX, Excel, CSV, HTML
  • Built-in Grunfeld dataset (N=10 firms, T=20 years)
  • Monte Carlo simulation framework (BKN 2009 DGP)
  • Comprehensive Jupyter notebook tutorial
  • Full API documentation
  • Compatible with Stata cupfm v1.0.4 (SSC)